NIFTY Analytics Report - 2026-04-08 13:00:17 IST

Spot → Futures	Forward / Roll
04-13	5	10.2	3.1%	8	0.12%	5.4%
04-21	13	38.7	4.5%	7	0.09%	4.7%
04-28	20	60.3	4.6%	7	0.19%	9.7%
05-05	27	104.9	5.9%	21	0.31%	5.4%
05-26	48	179.5	5.7%	35	0.61%	6.3%
06-30	83	326.7	6.0%	182	3.49%	6.8%
12-29	265	1163.9	6.5%	—	—	—

Feature Availability

Feature	Status	Description
Forward Matrix JSON	✓	Always available
Quote Cards HTML	✓	ATM quote cards table
Event Window Tool	✗	Custom implied moves
Sliding Windows	✗	Not shipped yet
Smile Density Plots	✗	FULL mode only
Chain Snapshots	✗	FULL mode only
Carry Data	✓	Carry curve analysis

Data Counts

Metric	Count
Usable Expiries	7
Excluded Expiries	3
NEG Cells	0
Issues (FAIL)	0
Issues (WARN)	3

Excluded Expiries

Expiry	DTE	Reject Reason
2026-05-12	34	insufficient_strikes
2026-09-29	174	missing_quotes
2027-03-30	356	insufficient_strikes

Export Files

File	Description
run_diagnostics.json	Full diagnostics with issues and metrics
quote_cards.html	HTML table of all ATM quotes

Useful jq Queries

# Get all issues
cat exports/run_diagnostics.json | jq '.issues'

# Count issues by severity
cat exports/run_diagnostics.json | jq '.issues | group_by(.severity) | map({severity: .[0].severity, count: length})'

# Get structure summary
cat exports/run_diagnostics.json | jq '.structure_summary'

# Get NEG intervals
cat exports/run_diagnostics.json | jq '.structure_summary.neg_interval_count'

Debug artifacts only available in FULL mode.

📈 Term Structure VT

🔲 Forward Matrix VT

📊 Carry Analysis

Feature Availability

Data Counts

Excluded Expiries

Export Files

Useful jq Queries